2.50Open2.70Pre Close310 Volume820 Open Interest22.50Strike Price100.63KTurnover151.07%IV0.73%PremiumDec 6, 2024Expiry Date3.46Intrinsic Value100Multiplier2DDays to Expiry0.19Extrinsic Value100Contract SizeAmericanOptions Type0.9172Delta0.0547Gamma7.26Leverage Ratio-0.0964Theta0.0010Rho6.66Eff Leverage0.0028Vega